At least half of the games that I've played in the last year gave me the option to pick a female character or had a female character. Probably most of them did.
Tera, Torchlight 2, Diablo 3, Guild Wars 2, Path of Exile, SWTOR, Rift, Sword & Sorcery, Syberia, Portal 2, Mirror's Edge, Lume, Costume Quest, Borderlands and Lara Croft.
No chicks: Gemini Rue, Metro 2033, Bastion, Limbo, Super Meat Boy, Binding of Isaac, Orcs Must Die, Stacking, and Jolly Rover (don't judge me).